+3,535.7%
LIN vs CSGP
+3,520.0%
+15.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +1.9% |
| 7D | +3.3% | +18.3% | -15.0% | +0.2% |
| 30D | +8.8% | +17.8% | -9.0% | +5.2% |
| 3M | +8.6% | +9.3% | -0.6% | +6.1% |
| 6M | +7.0% | -7.9% | +14.9% | +7.2% |
| YTD | +24.3% | -51.5% | +75.8% | +38.4% |
| 1Y | +27.3% | -53.3% | +80.6% | +42.5% |
| 3Y | +38.9% | -57.9% | +96.8% | +56.4% |
| 5Y | +69.4% | -61.3% | +130.7% | +90.9% |
| 10Y | +440.7% | +77.5% | +363.2% | +369.3% |
| All | +3,535.7% | +3,520.0% | +15.7% | +1,970.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling